%0 Journal Article
%T The co-movements and transmission mechanism of stock indexes in three places of Sino-America: Based on Dow Jones, Hang Seng,Shanghai Composite Index daily data since the sub-prime mortgage crisis<br>中美两国三地股指的同步性与传导机制——基于次贷危机以来道琼斯、恒生和上海综合指数日数据
%A ZHAO Guo-qing
%A TIAN Cun-zhi
%A <br>赵果庆
%A 田存志
%J 系统工程理论与实践
%D 2011
%I 
%X According to the special-to-general modeling,this paper built a non-linear dynamic model (D~3NLDS)with daily stock index data of Dow Jones,Heng Sheng,and Shanghai Composite Index since the sub-prime mortgage crisis.We found that,the system of stock index in these three places is a nonlinear co-integration one,which exits one fixed points attractor and shows a high Co-movements.Visual shock-response shows that,the stock-index system of these three places is a controlled system,as long as China and US stock m...
%K stock indexes in three places of Sino-America
%K co-movements
%K nonlinear transmission mechanism
%K shock-response<br>中美两国三地股指
%K 同步性
%K 非线性传导机制
%K 冲击响应
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=5704D2E38E2B920F4CDAF7F0E9F5A103&yid=9377ED8094509821&vid=4AD960B5AD2D111A&iid=B31275AF3241DB2D&sid=4827968D9758D8D0&eid=11924CB7A7AEB526&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=0&reference_num=31